+20.0%
MTUM vs AVAV
-36.6%
+56.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -2.3% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -1.7% | -25.0% | +23.3% | +0.5% |
| 3M | -0.5% | -15.0% | +14.5% | +0.1% |
| 6M | +22.3% | -33.6% | +56.0% | +25.0% |
| YTD | +21.4% | -39.2% | +60.6% | +23.8% |
| 1Y | +20.0% | -40.5% | +60.5% | +28.7% |
| All | +20.0% | -36.6% | +56.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling